+188.1%
COF vs LII
+172.8%
+15.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -4.5% | -2.3% | -2.2% | -3.4% |
| 30D | -2.0% | -1.7% | -0.3% | -1.9% |
| 3M | -9.7% | -18.3% | +8.5% | -1.1% |
| 6M | +8.0% | -32.3% | +40.3% | +27.3% |
| YTD | -17.7% | -27.1% | +9.4% | -8.4% |
| 1Y | -9.3% | -27.2% | +17.9% | +0.9% |
| 3Y | +96.3% | -8.9% | +105.2% | +78.5% |
| 5Y | +37.0% | +19.7% | +17.3% | +1.0% |
| 10Y | +188.1% | +168.9% | +19.2% | +39.6% |
| All | +188.1% | +172.8% | +15.3% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling